MICH™ TraderTuner1 — Playback Analysis

Performance Overview

January 2, 2025 – June 11, 2026 · 1 contract · $1.90/RT commission · fixed ET session windows

Net P&L

$64,863

Baseline release

Total Trades

2,177

5.81 trades/day avg

Win Rate

54.80%

1193W / 984L

Profit Factor

2.19

Gross $119,434 / $54,572

Max Drawdown

($1,018.40)

Intraday trade-by-trade

Trading Days

375

Mon–Fri, no exclusions

Profitable Months

18 / 18

All months positive

Best Month PF

3.34

Apr 25

Avg Duration

57.7 min

Per trade

VIX Correlation

+0.2355

Positive vol bias

Avg Monthly P&L

$3,603

Avg across 18 months

Avg Daily P&L

$172.97

Mon–Fri avg

✦ TraderTuner1 Baseline — $64,862.70

MICH™ TraderTuner1 posts $64,862.70 — the baseline result for this strategy version across all 2,177 trades. WR 54.80%, PF 2.19. Max drawdown ($1,018.40).

✦ 375 Trading Days · 5.81 Trades/Day

Avg daily P&L $172.97. Best month: Apr 25 ($6,955.90). Worst month: Jul 25 ($1,008.10). All 18 months profitable.

✦ America 1 at $20,010.50 — PF 2.15

America 1 at $20,010.50 net. Gross before commission: $68,999.00. Total commission: $4,136.30.

✦ VIX Performance

Avg daily: $23/day (VIX <15) → $157/day (15–20) → $248/day (20–25) → $417/day (25–30) → $367/day (30+). Best day: 2026-03-09 +$1,202.70.

Equity Curve & Drawdown

Cumulative Net P&L — Linear Regression Overlay

Daily P&L

Drawdown from Peak (Intraday)

Session Analysis

9 sessions · fixed ET session windows · all 2,177 trades

Net P&L by Session

Win Rate % by Session

Avg P&L per Trade by Session

Profit Factor by Session

Drawdown Contribution by Session

Max DD = ($1,018.40) · Jun 7, 2026 – Jun 10, 2026

DD Impact of Removing Each Session

Session Internal Max Drawdown

Session Performance Table

Session	Time (ET)	Trades	Win Rate	PF	Net P&L	Avg/Trade	DD if Removed	DD Change

Monthly Breakdown

18 months · Jan 2025 – Jun 2026

Monthly Net P&L

Win Rate % & Trade Count by Month

Monthly Profit Factor

Average Monthly VIX

Monthly Performance Table

Month	Trades	Win Rate	Profit Factor	Avg VIX	Net P&L	Status

VIX & Volatility Analysis

Equity vs VIX — Dual Axis

Daily P&L vs VIX (Scatter)

Avg Daily P&L by VIX Regime

VIX Regime Summary

VIX <15: $23/day — 29 days.
VIX 15–20: $157/day — 272 days.
VIX 20–25: $248/day — 52 days.
VIX 25–30: $417/day — 10 days.
VIX 30+: $367/day — 12 days.

VIX Correlation: +0.2355

Positive correlation confirmed. Best day: 2026-03-09 +$1,202.70. Worst day: 2026-06-08 ($496.80).

Exit Analysis

2,177 exits

Exit Type Distribution

Exit Breakdown

Take Profit (324) — 14.9%

Stop Loss (1306) — 60.0%

Forced Close — Session End (547) — 25.1%

Long vs Short Breakdown

Net P&L: Long vs Short

Win Rate: Long vs Short

Long Trades

935

42.9% of total

Long Net P&L

$26,756

41.3% of total

Long Win Rate

58.9%

vs 51.7% short

Short Trades

1242

57.1% of total

Short Net P&L

$38,107

58.7% of total

Short Win Rate

51.7%

Best & Worst Trading Days

Top/Bottom 20

Best 20 Trading Days

Date	Net P&L	VIX	Regime	Trades

Worst 20 Trading Days

Date	Net P&L	VIX	Regime	Trades

Full Performance Summary

P&L Metrics

Gross P&L (pre-comm)	$68,999.00
Total Commission	(4,136.30)
Net P&L	$64,862.70
Gross Profit	$119,434.30
Gross Loss	($54,571.60)
Profit Factor	2.19
Max Drawdown	($1,018.40)
Best Month	$6,955.90 (Apr 25)
Worst Month	$1,008.10 (Jul 25)
Avg MAE / Trade	($43.93)
Avg Daily P&L	$172.97

Activity & VIX

Total Trades	2,177
Trading Days	375
Winning Trades	1193 (54.8%)
Losing Trades	984 (45.2%)
Avg Trades / Day	5.81
Avg Time in Market	57.7 min
VIX Correlation	+0.2355
Best VIX Regime	25-30 ($417/day)
Days VIX >20	73
Long / Short Split	935 / 1242

Exit Breakdown

Take Profit	324 (14.9%)
Stop Loss	1306 (60.0%)
Forced Close (Session End)	547 (25.1%)
Profitable Months	18 / 18
Best Single Day	$1,202.70 (2026-03-09)
Worst Single Day	($496.80) (2026-06-08)
Avg Monthly P&L	$3,603.48

Risk Ratios

Sharpe Ratio	9.5115
Sortino Ratio	30.2029
R-Squared	0.9862